Fidessa Fragmentation IndexMaking Sense of Fragmentation
IBEX 35 (
FFI 1.05
)
report for week ending 27 Aug 2010
Fidessa Fragmentation Index
% Market Share
Market Share by Venue
Weekly Turnover (€bn)
Top Fragmented Stocks
| Stock | Description | FFI | PRIMARY | BATS | Chi-X | Turquoise | Xetra | Amst. | Milan |
|---|---|---|---|---|---|---|---|---|---|
| ENDESA | 1.10  |
95.16% | 0.08% | 4.08% | 0.34% | 0.05% | |||
| ENAGAS | 1.09 |
95.62% | 0.07% | 3.91% | 0.36% | 0.03% | |||
| TEC.REUNIDAS | 1.08 |
96.39% | 3.38% | 0.21% | |||||
| CRITERIA | 1.07 |
96.39% | 3.32% | 0.29% | |||||
| REPSOL YPF | 1.07 |
96.45% | 0.07% | 3.15% | 0.31% | † | |||
| BANKINTER | 1.07 |
96.57% | 0.02% | 3.13% | 0.28% | ||||
| ACERINOX | 1.07 |
96.76% | 0.25% | 2.72% | 0.28% | ||||
| TELEFONICA | 1.07 |
96.86% | 0.24% | 2.07% | 0.16% | 0.39% | 0.02% | † | |
| B. SABADELL | 1.07 |
96.68% | 2.80% | 0.52% | |||||
| TELECINCO | 1.06 |
97.30% | 0.04% | 2.57% | 0.09% |
Figures are compiled from order book trades only. Totals only include stocks contained within the major indices.
† market share < 0.01%.